+59.8%
HUT vs DLR
+13.8%
+46.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.9% | -5.2% | -4.2% |
| 7D | +9.3% | +3.3% | +6.0% | +4.5% |
| 30D | -23.1% | +4.6% | -27.7% | -28.5% |
| 3M | -30.6% | -8.3% | -22.3% | -20.3% |
| 6M | -46.9% | -5.6% | -41.2% | -40.6% |
| YTD | +25.3% | +18.7% | +6.6% | -9.4% |
| 1Y | +59.8% | +17.1% | +42.7% | +18.6% |
| All | +59.8% | +13.8% | +46.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling